Artesian Resources Corporation

10-Year Study

ARTNA.US · Utilities · US · Common Stock

Executive Summary: Artesian Resources Corporation has compounded at 4.2% annually over the last 10 years, with a maximum drawdown of 44.4% and an annualized volatility of 63.0%.

1Y CAGR
-3.7%
3Y CAGR
-10.7%
5Y CAGR
-2.1%
10Y CAGR
+4.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
44.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +29.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -27.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.52.5-6.01.7————————3.4%
2025-2.01.35.08.8-2.0-2.7-2.72.5-1.7-1.1-1.30.33.8%
2024-11.9-4.87.7-5.73.3-2.011.4-7.13.0-9.94.6-9.0-21.2%
20230.5-3.9-1.7-1.0-9.2-4.6-3.51.9-9.0-6.47.7-1.4-27.6%
20224.0-3.04.5-4.26.20.24.96.5-11.98.64.97.429.3%
202110.2-8.96.42.72.6-10.86.31.5-3.15.47.08.328.2%
20201.4-8.48.9-7.62.43.4-3.31.0-2.02.25.70.32.5%
20191.511.6-5.0-2.7-1.24.4-3.21.91.60.30.90.09.7%
2018-3.6-10.410.25.02.5-0.6-4.8-2.02.4-0.50.0-4.1-7.2%
2017-2.87.0-1.218.0-8.07.13.3-4.01.97.54.9-8.923.9%
2016———-3.55.320.30.5-18.93.9-1.112.61.316.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 63.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 87.6% of variance. Idiosyncratic stock-specific factors contribute 6.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019653.061997877825
2016-05-0110167.879339093528
2016-06-0112230.275125056844
2016-07-0112291.57192663332
2016-08-019973.99386084584
2016-09-0110362.475367591329
2016-10-0110246.276716689405
2016-11-0111538.341291496135
2016-12-0111692.056995604064
2017-01-0111358.951038350766
2017-02-0112152.398817644385
2017-03-0112008.583447021374
2017-04-0114166.145596483251
2017-05-0113038.597089586176
2017-06-0113970.175837501894
2017-07-0114434.117780809458
2017-08-0113851.561315749583
2017-09-0114116.691299075337
2017-10-0115169.868879793847
2017-11-0115908.320069728668
2017-12-0114488.072229801428
2018-01-0113969.56002728513
2018-02-0112517.242686069425
2018-03-0113799.596407457937
2018-04-0114488.072229801428
2018-05-0114843.963165075036
2018-06-0114756.423374261027
2018-07-0114040.851902379869
2018-08-0113763.737304835533
2018-09-0114089.3587994543
2018-10-0114016.598453842656
2018-11-0114021.43019554343
2018-12-0113446.831893284827
2019-01-0113647.396543883584
2019-02-0115233.913142337426
2019-03-0114469.124223131726
2019-04-0114084.763907836897
2019-05-0113919.489919660453
2019-06-0114529.284144308021
2019-07-0114064.110580566927
2019-08-0114327.345763225709
2019-09-0114563.485296346826
2019-10-0114602.849780203125
2019-11-0114741.549189025316
2019-12-0114745.528270425952
2020-01-0114947.608761558284
2020-02-0113694.245490374413
2020-03-0114910.84962861907
2020-04-0113774.016598453843
2020-05-0114106.080415340308
2020-06-0114580.206912232834
2020-07-0114094.048431105048
2020-08-0114238.100651811432
2020-09-0113946.77504926482
2020-10-0114254.301197514023
2020-11-0115065.560103077156
2020-12-0115110.372138850993
2021-01-0116658.945353948766
2021-02-0115172.900560860999
2021-03-0116148.865014400484
2021-04-0116587.653478854027
2021-05-0117021.136501440047
2021-06-0115176.216462028193
2021-07-0116129.632787630744
2021-08-0116372.167273002882
2021-09-0115857.018341670459
2021-10-0116708.636501440047
2021-11-0117881.32863422768
2021-12-0119374.194709716543
2022-01-0120156.17894497499
2022-02-0119548.847961194486
2022-03-0120419.461497650445
2022-04-0119557.2798241625
2022-05-0120767.9153403062
2022-06-0120806.000833712296
2022-07-0121817.30331969077
2022-08-0123234.472108534184
2022-09-0120465.742003941188
2022-10-0122235.01212672427
2022-11-0123330.396392299528
2022-12-0125049.40692739124
2023-01-0125186.211535546463
2023-02-0124198.594057905113
2023-03-0123781.92739123844
2023-04-0123532.761103531913
2023-05-0121373.68311353646
2023-06-0120389.23942701228
2023-07-0119672.43633469759
2023-08-0120052.864938608458
2023-09-0118241.34076095195
2023-10-0117072.722449598306
2023-11-0118390.793163559196
2023-12-0118128.363271183873
2024-01-0115963.458769137489
2024-02-0115199.664620281947
2024-03-0116363.78278005154
2024-04-0115424.577459451268
2024-05-0115933.236698499319
2024-06-0115617.894497498863
2024-07-0117399.10186448386
2024-08-0116169.470971653784
2024-09-0116648.57132029711
2024-10-0115005.210701834169
2024-11-0115695.107624677887
2024-12-0114285.518038502349
2025-01-0114005.419129907536
2025-02-0114182.582992269216
2025-03-0114894.175382749734
2025-04-0116203.435273609217
2025-05-0115879.140139457333
2025-06-0115450.962558738824
2025-07-0115031.974761255118
2025-08-0115404.113612247993
2025-09-0115148.552372290436
2025-10-0114976.599211762925
2025-11-0114780.534712748222
2025-12-0114832.168030923147
2026-01-0115653.327269971202
2026-02-0116048.961649234503
2026-03-0115087.350310747312
2026-04-0115343.148400788237
Annual Return Matrix
YearAnnual Return
20170.23913800926976303
2018-0.07186879800162826
20190.09658010061014277
20200.02474267871140179
20210.28217852821126965
20220.29292635398303646
2023-0.2762957093662479
2024-0.21197971240955638
20250.03826602514150812
20260.03445082126899868
Total Factor Risk
0.6297154517436863
VTI.US Exposure
-0.004157568540350146
VEA.US Exposure
-0.002634214165281502
VWO.US Exposure
-0.0008873028793959305
QQQ.US Exposure
-0.0016619568314848573
VTV.US Exposure
0.015289686340387009
IJR.US Exposure
0.0016756113731206368
QUAL.US Exposure
-0.004307582549011408
SHV.US Exposure
0.8758253727282906
TLT.US Exposure
-0.005958783801908883
LQD.US Exposure
0.02624871196017872
HYG.US Exposure
0.001445065071522774
GLD.US Exposure
0.0006180425081362205
USO.US Exposure
0.002191457172728861
VNQ.US Exposure
0.024444555582575668
BTC-USD.CC Exposure
0.0006999113622729419
CPER.US Exposure
0.0012740102872550337
VIX.INDX Exposure
0.0009591332692463513
UUP.US Exposure
0.0010553495061590577
TIP.US Exposure
0.006098180184568954
Idiosyncratic Exposure
0.061782321420990056
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
63.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.81%
Market Cap$331.2M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$149
Avg Yield on Cost
1.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$148.741.49%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Artesian Resources Corporation a high-risk investment?

Artesian Resources Corporation (ARTNA.US) has an annualized volatility of 63.0% and experienced a maximum drawdown of 44.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ARTNA.US?

Over the past 10 years, ARTNA.US has generated a Compound Annual Growth Rate (CAGR) of 4.2%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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